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8 research outputs found

Relevance of CDO rating downgrades on the bank's share price

Author: Deb A.
Lehrbass F.
Schiereck D.
Publication venue: Cambridge Scholars Publishing
Publication date: 01/01/2012
Field of study

Counterparty Credit Risk and Clearing of Derivatives – From the Perspective of an Industrial Corporate with a Focus on Commodity Markets

Author: A Burgisser
A Cartea
A Hamerle
A Reitman
C Blanco
C Emmerich
D Heath
D Kluge
D Roesch
E S Schwartz
E W Zaik
F Black
F Broeker
F Lehrbass
Frank Lehrbass
J Felsenheimer
J J Coyle
K Duellmann
L Clewlow
Le Couteur
M Burger
M Crouhy
M Gundlach
O A Vasicek
O Korn
O Vasicek
P C Harding
P Samuelson
P Sch�nbucher
R Biegler-Koenig
S Borovkova
W Schoutens
Y G�nd�z
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

Sovereign Risk Management: A Rationalist Explanation of Putin's and Trump's Risk Taking Behavior and Its Consequences

Author: A Monaghan
B B De Mesquita
C Grozev
C H Anderton
C Heintz
D Kahneman
D Kahneman
D Trump
E S Nabiullina
F Lehrbass
Frank Lehrbass
G A Quattrone
G Bernile
J D Fearon
J Dana
J Donelly
J Hirshleifer
J Von Neumann
K Dawisha
M Gallucci
M H Miller
M Mironov
M R Garfinkel
R Alquist
R Alquist
R Powell
Reuters
S Guriev
V Kuznetsov
W Ethier
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

Determinants of the Brazilian Sovereign Risk: A Two-Factor Structural Model

Author: A Wiggers
Ajax R. Moreira
C Zhou
D Duffie
D Gamerman
E S Schwartz
F A Longstaff
F Black
F Lehrbass
H Leland
Harrison West
I Karatzas
J Beattie
J Huang
J Hund
J Sa�-Requejo
Katia Rocha
M Garcia
M J Steele
Muinhos
R C Merton
R Jarrow
S N Neftci
Publication venue: 'Elsevier BV'
Publication date: 01/01/2003
Field of study

Integrating Interest Rate Risk in Credit Portfolio Models

Author: Barnhill T.M.
Barth J.
Basel Committee on Banking Supervision.
Basel Committee on Banking Supervision.
Basel Committee on Banking Supervision.
Billingsley P.
Cox J.C.
De Munnik J.F.J.
Finger C.C.
Gordy M.B.
Grundke P.
Gupton G.M.
Hull J.
Iscoe I.
Kiesel R.
Kijima M.
Lehrbass F.
Moody's Investors Service
PETER GRUNDKE
Vasicek O.A.
Vasicek O.A.
Publication venue: 'Emerald'
Publication date
Field of study

Country Default Probabilities: Assessing and Backtesting

Author: A Keswani
A M�ller
Alexander Karmann
D
D Maltritz
Dominik Maltritz
E A Clark
E L Lehmann
E P S P Jones
F B Lehrbass
F Black
G Casella
G Delianedis
I E Ronn
I Izvorski
J
J Eaton
J Ericsson
J J Merrick
J R Andritzky
J.-C Duan
J.-C Duan
J.-C.
Jp Morgan
Konstantin Vogl
M
M H Pesaran
O Vasicek
P
P Crosbie
R C Merton
R Geske
R Geske
S C.
S Claessens
S Claessens
Stefan Huschens
V V Petrov
Publication venue: 'Elsevier BV'
Publication date: 01/01/2007
Field of study

Top-Down Versus Bottom-Up Approaches in Risk Management

Corporate Asset Pricing Models and Debt Contracts

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